For responses to be saved the user has to move to another page in the quiz.
A quiz that is not submitted is categorized as open.
When the quiz closes it is not automatically submitted.
Regrading does not change that.Open quizzes are not graded or regraded.
A probable scenario (despite what the student says) is that the student opened the quiz, looked at the first page, perhaps entered a response or two and then navigated out of the quiz or closed the browser. So the quiz was not submitted, and no responses where saved.